If I create a new mail in Outlook, it doesn't send automatically,
instead just sitting in the Outbox until I initiate a Send/Receive
(either clicking the button, waiting 5 minutes or closing Outlook).
This is irritating, but generally something that I've gotten used to.

The main problem is that if I have Outlook closed and click on a
mailto: link on a website or otherwise open the new message window
(from Word etc), I get the new message fine, I enter the To address,
subject and body and click "Send" to send the mail. This gives the
impression that the message has been sent. However, when I then open
Outlook, I discover that the message has not been sent, instead it is
waiting in the Outbox (annoyed to discover a dozen or so messages that
had not been sent).

Is there a service that should be running, that isn't, sending this
mail? Or some setting I have missed.

I am using Outlook 2002 with an SMTP/POP mail server, not Exchange.

Thanks